Financial Econometrics 1

After taking this subject students are expected to be able to apply basic financial econometrics techniques to financial market data, based on relevant finance literature. Students are expected to be able to apply OLS, GLS, MLE regressions, hypotheses tests, and be cognizant of their assumptions. This course covers both basic cross-section and univariate time-series models. This course will also cover relevant econometrics techniques such as hypotheses tests and regressions using relevant financial data.